please also post a show of formulas while posting the answers so i can have a better u derstanding of where the answers came from. thank you so much. Also i have no idea if these answers are right . Thank you.

eBook Blair & Resen, Inc. (SR) is a brokerage firm that specializes in investment portfolios designed to meet the specific risk tolerances of its clients. A dient who contacted BAR this past week has a maximum of $50,000 to invest B&R's investment advisor decides to recommend a portfolio consisting of two investment funds: an Internet fund and a Blue Chip fund. The Internet fund has a projected annual return of 12%, while the Blue Chip fund has a projected annual return of 9%. The investment advisor requires that at most $35,000 of the client's funds should be invested in the Internet fund. B&R services include a risk rating for each investment alternative. The Internet fund, which is the more risky of the two investment alternatives, has a risk rating of 6 per thousand dollars invested. The Blue Chip fund has a risk rating of 4 per thousand dollars invested. For example, $10,000 is invested in each of the two investment funds, B&R's risk rating for the portfolio would be 6(10) + 4(10) - 100. Finally, B&R developed a questionnaire to measure each client's risk tolerance. Based on the responses, each dient is classified as a conservative, moderate, or aggressive investor. Suppose that the questionnaire results classified the current dient as a moderate investor. B&R recommends that a dient who is a moderate investor limit his or her portfolio to a maximum risk rating of 240. (a) Formulate a linear programming model to find the best investment strategy for this dient. Let I - Internet fund investment in thousands 8 - Blue Chip fund investment in thousands If required, round your answers to two decimal places. If the constant is "1" it must be entered in the box. If your answer is zero enter *** Max 0.12 1 + 0.09 0 S.L 1 18 5 50 Available investment funds 35 Maximum investment in the Internet fund IT- 08 5 v 6 - 4 B5 240 Maximum risk for a moderate investor La 2 0 (b) Build a spreadsheet model and solve the problem using Solver. What is the recommended investment portfolio for this client? Internet Fund - 20000 Blue Chip Fund - 30000 RI O Desktop Max 0,12 T + 0.098 s.t. 17+ 118 50 Available investment funds 17+ 0 s v 35 Maximum investment in the internet fund 240 Maximum risk for a moderate investor 61 + 48 LB 0 (b) Build a spreadsheet model and solve the problem using Solver. What is the recommended investment portfolio for this client? Internet Fund - $ 20000 Blue Chip Fund - 30000 What is the annual return for the portfolio? 5100 R (c) Suppose that a second client with $50,000 to invest has been classified as an aggressive investor. B&R recommends that the maximum portfolio risk rating for an aggressive investor is 320. What is the recommended investment portfolio for this aggressive investor? Internet Fund - 35000 Blue Chip Fund - 5 15000 Annual Returns 5550 (d) Suppose that a third client with $50,000 to invest has been classified as a conservative investor. B&R recommends that the maximum portfolio risk rating for a conservative investor is 160. Develop the recommended investment portfolio for the conservative investor. If your answer is zero enter ** Internet Fund - Blue Chip Fund - 40000 0 Annual Returns 3600 o Desktop